fractal: Fractal Time Series Modeling and Analysis
Version 2.0-1

Stochastic fractal and deterministic chaotic time series analysis.

AuthorWilliam Constantine [cre, aut], Donald Percival [aut]
Date of publication2016-05-21 00:07:50
MaintainerWilliam Constantine <wlbconstan@gmail.com>
LicenseGPL-2
Version2.0-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fractal")

Getting started

README.md

Popular man pages

FNN: Estimation of the proper embedding dimension for a...
fractalBlock: Class constructor for block-dependent estimators for...
infoDim: Information dimension
lmACF: ACF, PACF, and ACVF for various stochastic fractal time...
lyapunov: Local-Global Lyapunov Spectrum Estimation
RoverS: Estimate the Hurst coefficient by rescaled range (R/S) method
spaceTime: Space time separation plot
See all...

All man pages Function index File listing

Man pages

beamchaos: Chaotic beam data
chaoticInvariant: Class for chaotic invariant objects
corrDim: Correlation dimension
determinism: Detecting determinism in a time series
DFA: Detrended fluctuation analysis
dispersion: Dispersion analysis
ecgrr: Electrocardiogram R-R Interval Data
eda.plot: Generic function for generating extended data analysis plots
eegduke: Electroencephalogram Recordings of a Seizure
embedSeries: Creates a delay embedding of a single variable time series
FDSimulate: Simulation of an FD process with time varying model...
FDWhittle: Estimate the Hurst coefficient by Whittle's method
findNeighbors: Nearest neighbor search in a multidimensional space
FNN: Estimation of the proper embedding dimension for a...
FNS: Estimation of the proper embedding dimension for a...
fractalBlock: Class constructor for block-dependent estimators for...
HDEst: Hurvich-Deo estimate of number of frequencies to use in a...
henon: Henon map
hurstACVF: Estimate the Hurst coefficient by regression of scaled asinh...
hurstBlock: Hurst coefficient estimation in the time domain
hurstSpec: Hurst coefficient estimation via spectral regression
infoDim: Information dimension
KDE: Nonparametric multidimensional probability density function...
lmACF: ACF, PACF, and ACVF for various stochastic fractal time...
lmConfidence: Confidence intervals for unknown mean
lmConvert: Stochastic fractal exponent conversion
lmModel: Constructor function for objects of class "lmModel"
lmSDF: SDF for various stochastic fractal time series models
lmSimulate: Stochastic fractal time series simulation
localProjection: Time series denoising via a local projection filtering...
lorenz: Chaotic response of the Lorenz system
lorenz.ode: Lorenz system ODEs
lyapunov: Local-Global Lyapunov Spectrum Estimation
medianFilter: Median filtering of a time series
pd5si: Gait stride intervals for a patient with Parkinson's Disease
poincareMap: Create a Poincare map
RoverS: Estimate the Hurst coefficient by rescaled range (R/S) method
spaceTime: Space time separation plot
stationarity: Testing for stationarity in a time series
surrogate: Surrogate data generation
timeLag: Estimate the proper time lag for single variable delay...

Functions

Files

inst
inst/bookexams
inst/bookexams/group-Chapter_2.ssc
inst/bookexams/group-Chapter_5.ssc
inst/bookexams/group-Chapter_4.ssc
inst/bookexams/group-Appendix_A.ssc
inst/bookexams/group-Chapter_3.ssc
inst/bookexams/group-Chapter_6.ssc
NAMESPACE
R
R/sysdata.rda
R/fra_class.R
R/fra_chaos.R
R/fra_detm.R
R/fra_model.R
R/fra_dim.R
R/fra_fdp.R
R/fra_pkg.R
R/fra_neig.R
R/fra_kde.R
R/fra_filt.R
R/fra_hurst.R
R/fra_surr.R
R/fra_stny.R
README.md
MD5
DESCRIPTION
man
man/lmModel.Rd
man/embedSeries.Rd
man/lmSimulate.Rd
man/henon.Rd
man/RoverS.Rd
man/spaceTime.Rd
man/lmConvert.Rd
man/lmConfidence.Rd
man/lmACF.Rd
man/localProjection.Rd
man/lyapunov.Rd
man/FDSimulate.Rd
man/hurstSpec.Rd
man/lmSDF.Rd
man/findNeighbors.Rd
man/stationarity.Rd
man/chaoticInvariant.Rd
man/KDE.Rd
man/FNS.Rd
man/HDEst.Rd
man/eda.plot.Rd
man/eegduke.Rd
man/lorenz.Rd
man/DFA.Rd
man/corrDim.Rd
man/ecgrr.Rd
man/surrogate.Rd
man/FNN.Rd
man/pd5si.Rd
man/hurstACVF.Rd
man/medianFilter.Rd
man/timeLag.Rd
man/determinism.Rd
man/beamchaos.Rd
man/dispersion.Rd
man/hurstBlock.Rd
man/lorenz.ode.Rd
man/infoDim.Rd
man/FDWhittle.Rd
man/poincareMap.Rd
man/fractalBlock.Rd
fractal documentation built on May 20, 2017, 3:09 a.m.

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